Pages that link to "Item:Q2235161"
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The following pages link to Statistical robustness in utility preference robust optimization models (Q2235161):
Displaying 16 items.
- Data-based prediction under uncertainty: CDF-quantile distributions and info-gap robustness (Q1736011) (← links)
- Statistical robustness of two-stage stochastic variational inequalities (Q2091213) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
- Optimal robust insurance with a finite uncertainty set (Q2421397) (← links)
- A distributionally robust area under curve maximization model (Q2661500) (← links)
- (Q4885938) (← links)
- Preference robust models in multivariate utility-based shortfall risk minimization (Q5038439) (← links)
- Preference Robust Modified Optimized Certainty Equivalent (Q5051376) (← links)
- Preference Robust Optimization for Choice Functions on the Space of CDFs (Q5087108) (← links)
- Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete (Q5139835) (← links)
- Existence and Approximation of Continuous Bayesian Nash Equilibria in Games with Continuous Type and Action Spaces (Q5158766) (← links)
- Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models (Q6052056) (← links)
- Distributionally robust expected residual minimization for stochastic variational inequality problems (Q6113529) (← links)
- Mathematical programs with distributionally robust chance constraints: statistical robustness, discretization and reformulation (Q6555145) (← links)
- Data-driven distributionally robust multiproduct pricing problems under pure characteristics demand models (Q6601203) (← links)
